| Metric | 11380554:btcusd:triple_med_gx:lsma35_65 | 11380554:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 54.77% | 184.67% |
| Max Drawdown | -35.36% | -67.18% |
| Sharpe | 0.33 | 0.42 |
| Sortino | 0.52 | 0.6 |
| Payoff Ratio | 1.22 | 1.11 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.6 | 1.06 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.4 | 0.99 |
| Outlier Win Ratio | 33.58 | 3.6 |
| Outlier Loss Ratio | 4.13 | 3.41 |
| Volatility (ann.) | 11.37% | 26.32% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.38 | 0.52 |
| Skew | 1.95 | 0.18 |
| Kurtosis | 60.94 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.02% | 2.46% |
| Expected Yearly % | 11.54% | 29.89% |
| Kelly Criterion | 1.33% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11380554:BTCUSD | 11380554:btcusd:triple_med_gx:lsma35_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -16.83 | 0.27 | + |
| 2023 | 155.54 | 10.05 | 0.06 | - |
| 2024 | 121.00 | 45.90 | 0.38 | - |
| 2025 | 30.14 | 15.90 | 0.53 | - |
| Metric | 11380554:btcusd:triple_med_gx:lsma35_65 | 11380554:BTCUSD |
|---|---|---|
| MTD | -1.59% | 13.36% |
| 3M | 8.6% | 45.08% |
| 6M | 15.9% | 28.47% |
| YTD | 15.9% | 30.14% |
| 1Y | 30.46% | 105.13% |
| 3Y (ann.) | 27.09% | 81.7% |
| 5Y (ann.) | 13.33% | 34.95% |
| Metric | 11380554:btcusd:triple_med_gx:lsma35_65 | 11380554:BTCUSD |
|---|---|---|
| Max Drawdown | -35.36% | -67.18% |
| Longest DD Days | 743.0 | 683.0 |
| Avg. Drawdown | -3.8% | -7.55% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 1.55 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-08 | -35.36 | 743 |
| 2025-01-15 | 2025-03-02 | -8.73 | 46 |
| 2024-06-03 | 2024-07-29 | -7.33 | 55 |
| 2024-08-09 | 2024-11-06 | -7.09 | 89 |
| 2024-04-30 | 2024-05-15 | -6.96 | 15 |
| 2024-03-13 | 2024-04-19 | -6.75 | 36 |
| 2025-05-29 | 2025-07-14 | -5.68 | 45 |
| 2025-04-02 | 2025-04-21 | -5.54 | 18 |
| 2024-07-29 | 2024-08-08 | -5.50 | 10 |
| 2025-03-03 | 2025-03-14 | -4.87 | 11 |
| Metric | 11380554:btcusd:triple_med_gx:lsma35_65 | 11380554:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.34% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -11.09% | -37.12% |
| Best Year | 45.9% | 155.54% |
| Worst Year | -16.83% | -61.27% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.8% | -0.9% |
| Avg. Up Week | 3.1% | 6.31% |
| Avg. Down Week | -2.84% | -5.84% |
| Avg. Up Month | 5.52% | 15.42% |
| Avg. Down Month | -2.94% | -14.32% |
| Win Days % | 45.7% | 51.26% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 55.74% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |